It is well recognized that making best of interfacial engineering and magnetic-dielectric synergistic effect is an effective strategy to improve microwave absorption. Herein, a series of cube-like yolk-shell structured magnetic carbon-based multicomponent nanocomposites (MCNCs) including CoNi@void@C, FeNi@void@C and FeCo@void@C could be selectively and successfully produced in large scale through a simple continuous process of co-precipitation, polymerization and thermal treatment, respectively. The obtained results indicated that the as-prepared cube-like yolk-shell structured magnetic MCNCs were composed of black magnetic nanoparticles acting as core, void spaces as intermediate layer and thin obscure carbon layer serving as shell. Owing to the excellent impedance matching and electromagnetic wave loss characteristics, the obtained CoNi@void@C, FeNi@void@C and FeCo@void@C MCNCs displayed the outstanding comprehensive electromagnetic wave absorption performances including strong absorption capabilities, broad absorption bandwidths and thin matching thicknesses. Especially, the obtained FeCo@void@C presented a minimum reflection loss of −54.32 dB with a matching thickness of 1.90 mm, and the effective bandwidth can reach 5.60 GHz with a matching thickness of 1.96 mm. Therefore, our findings not only provided a universal and alternative approach to produce yolk-shell structured magnetic carbon-based MCNCs, but also presented an effective pathway to take full advantage of interfacial and magnetic-dielectric synergistic effects to develop the tunable, broadband, strong absorption, lightweight high-efficiency microwave absorbers.